Yes, that's what I do whenever possible, and I wish a lot more people would buy the GOG version instead of the download-service-as-the-DRM alternatives, as the more units GOG sells, then the more games companies would consider releasing their games through GOG. Though I'm lucky in that it's very rare that I do want a game that GOG doesn't sell, because I tend to buy new (at the time) games for console rather than PC.